+2,582.5%
ELV vs IP
+146.3%
+2,436.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | +2.4% | -5.0% | +7.3% | +3.8% |
| 30D | +8.0% | +6.5% | +1.4% | +5.8% |
| 3M | +10.9% | -18.0% | +28.9% | +16.8% |
| 6M | +18.0% | +10.3% | +7.7% | +12.8% |
| YTD | +25.0% | -9.9% | +34.9% | +25.5% |
| 1Y | +38.5% | -1.1% | +39.6% | +35.0% |
| 3Y | +1.0% | +13.0% | -12.0% | -9.7% |
| 5Y | +10.1% | -12.3% | +22.4% | +4.6% |
| 10Y | +315.6% | +26.8% | +288.8% | +238.8% |
| All | +2,582.5% | +146.3% | +2,436.1% | +1,428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling